CondPoisProcess: Conditional Poisson process

Description Usage Arguments

Description

This is based on Lang, Ouarda, and Bobee (1999): Towards operational guidelines for over-threshold modeling under the hood it's the binomial distribution Confidence limits of the Poisson process conditional on the total number of excesses

Usage

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pCondPoisProcess(k, t, T0, N)

qCondPoisProcess(p, t, T0, N)

Arguments

k

quantile

t, T0

current and total time

N

Total number of excesses

p

probability


MartinRoth/potreg documentation built on May 7, 2019, 3:40 p.m.